Ergebnisse für: Extreme value analysis

Extreme Value Theory Bayesian Nonparametrics for Extremes High-Dimensional Tail Dependence Entropic Risk Measures Machine Learning for Extreme Events Causal Inference in Heavy-Tailed Data Threshold Selection and Bias Correction Nonstationary Extremes and Time Series Quantum Finance and Systemic Risk Portfolio Optimization Under Tail Risk Information Theory Entropic Risk Meaures Quantum Systemic Risk Analysis

Extreme value statistics Natural hazards Risk analysis Cumulated hazards Downscaling Stochastic and numerical modelling Non-stationarity and climate change Probabilistic modelling Historical data Nonstationarity Extreme Floods Extreme Temperature Meteorology Maritime Storm

boundary value problems Poisson-Nernst-Planck extreme statistics narrow escape first passage times asymptotic formula partial differential equations WKB eigenvalues matched asymptotics non-self adjoint operators short-time asymptotics long-time asymptotics Green’s functions Neumann’s function

Extreme and systemic risk analysis Integrated perspective Extreme value theory Network approach based on Sklar’s Theorem Real-world applications

Added Value Architectural Engineering Bayesian Probability Estimates Benchmarking Building Assessment Capital Projects Case Based Learning Construction Cost-Benefit Analysis Creativity and innovation Design Added Value Analysis Early stages of design Elicitation Methods Extreme Design Post-Facto Analysis Pre-Facto Analysis Scaling Ordinal Values Engineering Economics

Risk analysis Statistical distributions Health risk assessment Risk quantification Extreme value theory Spatial Extreme events Time Series Analysis Mixed Models Stochastic optimization Hazard Rate Entropy and conditional entropy Loan portfolio risks Risk return ratio Exact and approximate probabilities Likelihood Ratio Tests